Ever see this message?
There are a number of reasons why it occurs. This is one example that can occur when swapping families. Not all families are created equal. Shocker I know...sorry. When you swap one family for another after applying dimensions you run the risk of confusing the dimensions. Let's take this simple family, GM01.rfa.
The Right and Left reference planes have corresponding names and IsReference settings. Now lets look at GM02.rfa
In this family I've made a mistake (on purpose of course), the Right reference plane has a different IsReference setting, it is set to Weak Reference. Technically the family is also a little bit wider than GM01, but that won't matter. If I've added dimensions that reference this family, as soon as I try to swap GM01 for GM02 I get the message I mentioned at the beginning.
The essence of the warning is that something has changed in a way that Revit can't transfer the dimension reference to the new object. The tricky part is figuring out what that "something" is. Sometimes it is how the family is made.
[Edit: Btw, I wrote, and scheduled this to post ahead of time, in response to an question via email and a last night I read a post at RevitForum.org that asks why almost the same thing is happening. Serendipity.]